{"id":46464,"date":"2024-03-01T20:21:15","date_gmt":"2024-03-02T01:21:15","guid":{"rendered":"https:\/\/prefblog.com\/?p=46464"},"modified":"2024-03-01T20:21:15","modified_gmt":"2024-03-02T01:21:15","slug":"march-1-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46464","title":{"rendered":"March 1, 2024"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8969 %<\/td>\n2,349.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8969 %<\/td>\n4,505.3<\/td>\n<\/tr>\n
Floater<\/td>\n10.37 %<\/td>\n10.56 %<\/td>\n44,579<\/td>\n9.00<\/td>\n2<\/td>\n-0.8969 %<\/td>\n2,596.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0484 %<\/td>\n3,393.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.96 %<\/td>\n7.34 %<\/td>\n50,428<\/td>\n1.88<\/td>\n7<\/td>\n0.0484 %<\/td>\n4,052.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0484 %<\/td>\n3,161.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1547 %<\/td>\n2,631.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.53 %<\/td>\n6.73 %<\/td>\n44,535<\/td>\n12.87<\/td>\n33<\/td>\n-0.1547 %<\/td>\n2,869.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.58 %<\/td>\n7.39 %<\/td>\n110,558<\/td>\n12.16<\/td>\n59<\/td>\n0.5801 %<\/td>\n2,390.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.45 %<\/td>\n6.54 %<\/td>\n61,359<\/td>\n13.22<\/td>\n21<\/td>\n-0.3601 %<\/td>\n2,810.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.99 %<\/td>\n10.17 %<\/td>\n36,484<\/td>\n9.36<\/td>\n3<\/td>\n-0.2829 %<\/td>\n2,590.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n7.00 %<\/td>\n7.02 %<\/td>\n154,764<\/td>\n12.35<\/td>\n1<\/td>\n0.1996 %<\/td>\n2,494.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5801 %<\/td>\n2,443.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.55 %<\/td>\n7.34 %<\/td>\n78,571<\/td>\n12.37<\/td>\n14<\/td>\n0.0566 %<\/td>\n2,560.6<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-5.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 16.56
\nEvaluated at bid price : 16.56
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 12.01
\nEvaluated at bid price : 12.01
\nBid-YTW : 10.82 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 18.79
\nEvaluated at bid price : 18.79
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 20.45
\nEvaluated at bid price : 20.45
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 14.49
\nEvaluated at bid price : 14.49
\nBid-YTW : 8.21 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 18.99
\nEvaluated at bid price : 18.99
\nBid-YTW : 7.78 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 18.66
\nEvaluated at bid price : 18.66
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 15.70
\nEvaluated at bid price : 15.70
\nBid-YTW : 8.50 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 19.38
\nEvaluated at bid price : 19.38
\nBid-YTW : 7.57 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 19.88
\nEvaluated at bid price : 19.88
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 21.37
\nEvaluated at bid price : 21.64
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.80
\nBid-YTW : 7.16 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 21.70
\nEvaluated at bid price : 22.12
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 7.81 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.15
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 8.76 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 20.62
\nEvaluated at bid price : 20.62
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 8.72 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n3.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 21.64
\nEvaluated at bid price : 22.02
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n4.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 22.41
\nEvaluated at bid price : 23.27
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n8.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n86,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 23.91
\nEvaluated at bid price : 24.85
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n67,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 8.46 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n54,573<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 22.41
\nEvaluated at bid price : 23.27
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n48,790<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 21.64
\nEvaluated at bid price : 22.02
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n29,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 19.88
\nEvaluated at bid price : 19.88
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n22,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 21.29
\nEvaluated at bid price : 21.56
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n
There were 8 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 20.62 – 22.95
\nSpot Rate : 2.3300
\nAverage : 1.4365<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 20.62
\nEvaluated at bid price : 20.62
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n

CM.PR.O<\/td>\nFixedReset Disc<\/td>\nQuote: 22.02 – 23.92
\nSpot Rate : 1.9000
\nAverage : 1.0803<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 21.64
\nEvaluated at bid price : 22.02
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n

CU.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.79 – 20.70
\nSpot Rate : 1.9100
\nAverage : 1.1734<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 18.79
\nEvaluated at bid price : 18.79
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.55 – 21.48
\nSpot Rate : 2.9300
\nAverage : 2.2779<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 8.33 %<\/td>\n<\/tr>\n

BMO.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 20.30 – 22.50
\nSpot Rate : 2.2000
\nAverage : 1.5775<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 7.16 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 20.86 – 22.15
\nSpot Rate : 1.2900
\nAverage : 0.7664<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-01
\nMaturity Price : 20.86
\nEvaluated at bid price : 20.86
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-46464","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46464","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=46464"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46464\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46464"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46464"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46464"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}